+180.5%
MSTR vs ADBE
-57.7%
+238.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.8% |
| 7D | -1.2% | -4.4% | +3.2% | +0.5% |
| 30D | -15.9% | +2.8% | -18.7% | -17.1% |
| 3M | +33.1% | -8.0% | +41.2% | +37.5% |
| 6M | -31.0% | -4.3% | -26.6% | -30.6% |
| YTD | -15.1% | -31.6% | +16.5% | -2.6% |
| 1Y | -45.6% | -26.9% | -18.7% | -39.6% |
| 3Y | +180.5% | -57.7% | +238.2% | +268.0% |
| All | +180.5% | -57.7% | +238.2% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ADBE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling